HSBC WAR. CALL 01/27 AMZ/ DE000HS3XBZ1 /
2024-09-05 9:37:14 PM | Chg.+0.1600 | Bid9:59:36 PM | Ask9:59:36 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.0300EUR | +8.56% | 2.0300 Bid Size: 150,000 |
2.0400 Ask Size: 150,000 |
Amazon.com Inc | 240.00 USD | 2027-01-15 | Call |
Master data
WKN: | HS3XBZ |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Amazon.com Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 240.00 USD |
Maturity: | 2027-01-15 |
Issue date: | 2023-12-28 |
Last trading day: | 2027-01-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 8.37 |
Leverage: | Yes |
Calculated values
Fair value: | 1.10 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.34 |
Historic volatility: | 0.25 |
Parity: | -6.02 |
Time value: | 1.87 |
Break-even: | 235.30 |
Moneyness: | 0.72 |
Premium: | 0.50 |
Premium p.a.: | 0.19 |
Spread abs.: | 0.01 |
Spread %: | 0.54% |
Delta: | 0.42 |
Theta: | -0.02 |
Omega: | 3.49 |
Rho: | 1.10 |
Quote data
Open: | 1.8600 |
---|---|
High: | 2.0300 |
Low: | 1.8500 |
Previous Close: | 1.8700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +1.00% | ||
---|---|---|---|
1 Month | +25.31% | ||
3 Months | -20.70% | ||
YTD | +27.67% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.0400 | 1.8700 |
---|---|---|
1M High / 1M Low: | 2.1100 | 1.5900 |
6M High / 6M Low: | 3.5300 | 1.5600 |
High (YTD): | 2024-07-02 | 3.5300 |
Low (YTD): | 2024-01-05 | 1.2800 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.9860 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.8752 | |
Avg. volume 1M: | 1.0870 | |
Avg. price 6M: | 2.5566 | |
Avg. volume 6M: | 1.6512 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 100.62% | |
Volatility 6M: | 87.31% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |